Stochastic homogenization of non-local Hamilton-Jacobi equations
Date
2016
Date de parution de l'ouvrage
2016
Titre de la collection
Cahier de recherche CEREMADE, Université Paris-Dauphine
Indexation documentaire
Analyse
Subject
non-local Hamilton-Jacobi equations; front propagation problems; level-set approach; homogenization in random media; metric problems; perturbed test function method; viscosity solution.
60 CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Type
Document de travail / Working paper
Résumé en anglais
We study the homogenization of non-local Hamilton-Jacobi equations in stationary ergodic settings. These equations can be seen as a level-set approach of front propagation problems that move in the normal direction with non-local velocities. We first identify the effective Hamiltonian and an approximate corrector by studying the associated metric problem. Then, we prove the main homogenization result by means of a non-local version of the perturbed test function method.
